Author : John P. Calamos
Publisher : McGraw Hill Professional
Page : 440 pages
File Size : 45,16 MB
Release : 1998-06-22
Category : Business & Economics
ISBN : 9781557389213
The definitive book on the subject, Convertible Securities explains the various types of convertible instruments, valuation and pricing methods, and investment strategies. Completely updated from its first edition, this guide includes chapters on international convertibles and asset allocation strategies for the institutional investor.
Author : Thomas Noddings
Publisher : Routledge
Page : 390 pages
File Size : 18,60 MB
Release : 2013-12-16
Category : Business & Economics
ISBN : 1135968667
First published in 2001. The revision of this important work contains all new data on the long-overlooked convertible securities market. It offers invaluable information on the analytical as well as the statistical tools which investors need to add quality to their investment portfolios. Topics include: * Convertible securities as an asset class and as an alternative investment * Market capitalization of convertible securities * An overview of the equity warrant market * Special provisions in the warrant markets * Finding undervalued warrants * Convertible bond hedging strategies * Portfolio management.
Author : Thomas Noddings
Publisher : Routledge
Page : 394 pages
File Size : 15,29 MB
Release : 2013-12-16
Category : Business & Economics
ISBN : 113596873X
First published in 2001. The revision of this important work contains all new data on the long-overlooked convertible securities market. It offers invaluable information on the analytical as well as the statistical tools which investors need to add quality to their investment portfolios. Topics include: * Convertible securities as an asset class and as an alternative investment * Market capitalization of convertible securities * An overview of the equity warrant market * Special provisions in the warrant markets * Finding undervalued warrants * Convertible bond hedging strategies * Portfolio management.
Author : Montgomery Rollins
Publisher :
Page : 218 pages
File Size : 15,54 MB
Release : 1908
Category : Securities
ISBN :
Author : Kevin B. Connolly
Publisher : Wiley
Page : 272 pages
File Size : 43,43 MB
Release : 1998-10-15
Category : Business & Economics
ISBN : 9780471978725
The Convertible Bonds (CB) market is growing all the time. To date, over one trillion dollars worth of CBs are in circulation. Corporations are finding this source of fund-raising more and more attractive. And for different reasons, the buyers are finding CBs increasingly attractive investment vehicles. There are few works on the subject of pricing convertible bonds. Most books discussing derivative products cover all details of pricing futures and options in minute detail. Convertible bonds and warrants are usually mentioned as an after thought in the latter chapters. This is the first book to address the very complex issue of pricing convertible bonds. Kevin Connolly, Researcher of complex volatility trading for Refco Overseas Ltd. and Lecturer at City University Business School and London Guildhall University, has put together an excellent treatment of pricing convertible bonds, delving into topics such as: * Returns distributions and associated descriptive statistics * Modeling the share price process * The basic convertible bond model * Introducing the complications * Convertible bond sensitivities * Using equity warrant models to price CBs * Refix clauses Fund managers, hedge players/traders, undergraduates and postgraduates will find this book invaluable. Easy to understand software on Microsoft Excel spreadsheets is also supplied.
Author : George A Philips
Publisher : Springer
Page : 159 pages
File Size : 16,58 MB
Release : 1997-05-07
Category : Business & Economics
ISBN : 1349143855
The convertible bond market has recently gained increasing significance on a global basis with particularly notable growth among very fast growing companies hungry for capital. Philips' Convertible Bond Markets is a comprehensive assessment of this market place, illustrating clearly how investors of all risk persuasions may best utilise the instrument. It will be of great interest both to academics and to professionals including equity fund managers, bond fund managers, 'swaps' teams, stock loan departments, risk controllers, treasurers and proprietary traders.
Author : Laura A. Zubulake
Publisher : John Wiley & Sons
Page : 322 pages
File Size : 41,18 MB
Release : 1991-09-03
Category : Business & Economics
ISBN : 0471528021
Begins with an analysis of a typical U.S. dollar denominated Euroconvertible. Goes on to discuss international convertible securities and such related topics as currency fluctuation and foreign currency exposure. The characteristics of domestic markets in U.S., Britain, Japan, France, Australia, and Canada and their unique features and evaluation methods are examined. Finally, it looks at convertible hedging, breakeven analysis, risk profile, and rate of return.
Author : Frank Fabozzi
Publisher : McGraw Hill Professional
Page : 53 pages
File Size : 42,14 MB
Release : 2005-04-15
Category : Business & Economics
ISBN : 0071715509
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
Author : Tracy V. Maitland
Publisher : McGraw Hill Professional
Page : 559 pages
File Size : 13,37 MB
Release : 2022-04-05
Category : Business & Economics
ISBN : 1260462919
The definitive guide to reduced-risk investing in the $600+ billion global convertible securities market Authored by professionals at Advent Capital Management―one of the world’s leaders on convertible securities―Convertible Securities describes the mechanics and behavior of convertible securities in comprehensive yet easy-to-understand language. Written for discerning investors, including corporate CIOs and CFOs, financial investment academics, and financial advisors, Convertible Securities provides quantitative insights and theories presented in a methodical and understandable format using recent and relevant examples. It explains the mathematical underpinnings of convertible securities and offers thorough analyses of convertibles from every angle, including those of various types of investors and issuers and numerous related disciplines (tax, performance analysis, accounting, risk management, and others). Topics include: Unique and Valuable Features in Convertible Bonds and Convertible Preferred Stocks How Savvy Investors Use Convertibles in their Portfolios How CFOs Optimize Corporate Capital Structures with Convertibles Valuation & Quantitative Properties of Convertibles Psychology and Investing in Convertibles Asset Allocation Models that Weigh the Advantages of Convertibles Practical Considerations for Convertible Investors―and much more! A high value-added asset class with a unique record of achieving equity-like returns with less risk than outright investment in common stocks, convertible securities are perfect for times when markets are at their most unpredictable. Convertible Securities offers everything you need to make them work for you, now and in the future.
Author : C. James Pilcher
Publisher :
Page : 196 pages
File Size : 41,97 MB
Release : 1955
Category : Bonds
ISBN :
